-60.8%
CLSK vs MCO
+428.7%
-489.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.6% | +5.2% | +5.7% |
| 7D | +7.7% | -3.8% | +11.5% | +10.5% |
| 30D | +12.2% | -0.4% | +12.6% | +12.0% |
| 3M | -15.5% | +7.7% | -23.2% | -21.3% |
| 6M | +39.3% | +7.0% | +32.4% | +29.8% |
| YTD | +35.1% | -6.4% | +41.5% | +36.3% |
| 1Y | +34.0% | -7.6% | +41.7% | +35.7% |
| 3Y | +226.3% | +43.2% | +183.0% | +145.9% |
| 5Y | +6.4% | +29.6% | -23.2% | -15.5% |
| All | -60.8% | +428.7% | -489.6% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling